PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY MODELS WITH ALTERNATING DIRECTION IMPLICIT SCHEMES

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Bibliographic Details
Main Author:	SIOW YIN SHENG
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/204504
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-204504
record_format	dspace
spelling	sg-nus-scholar.10635-2045042021-10-29T02:45:01Z PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY MODELS WITH ALTERNATING DIRECTION IMPLICIT SCHEMES SIOW YIN SHENG MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-28T01:08:23Z 2021-10-28T01:08:23Z 2019 SIOW YIN SHENG (2019). PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY MODELS WITH ALTERNATING DIRECTION IMPLICIT SCHEMES. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204504
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	Bachelor's
author2	MATHEMATICS
author_facet	MATHEMATICS SIOW YIN SHENG
author	SIOW YIN SHENG
spellingShingle	SIOW YIN SHENG PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY MODELS WITH ALTERNATING DIRECTION IMPLICIT SCHEMES
author_sort	SIOW YIN SHENG
title	PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY MODELS WITH ALTERNATING DIRECTION IMPLICIT SCHEMES
title_short	PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY MODELS WITH ALTERNATING DIRECTION IMPLICIT SCHEMES
title_full	PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY MODELS WITH ALTERNATING DIRECTION IMPLICIT SCHEMES
title_fullStr	PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY MODELS WITH ALTERNATING DIRECTION IMPLICIT SCHEMES
title_full_unstemmed	PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY MODELS WITH ALTERNATING DIRECTION IMPLICIT SCHEMES
title_sort	pricing american options under stochastic volatility models with alternating direction implicit schemes
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/204504
_version_	1715201413421727744

PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY MODELS WITH ALTERNATING DIRECTION IMPLICIT SCHEMES

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